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Note: This is the 2024–2025 eCalendar. Current program and course information is now found in the ´ó·¢²ÊƱƽ̨ Course Catalogue at .

FINE 702 Asset Pricing Theory (3 credits)

Offered by: Management (Desautels Faculty of Management)

Administered by: Graduate Studies

Overview

Finance : Exploration of the foundations of dynamic asset pricing and equilibrium under uncertainty, including various frameworks in continuous time, dynamic optimization, portfolio selection, the Black-Scholes equation, general equilibrium models, asset pricing puzzles, recursive utility, habit formation, heterogeneous agent economies, and Bayesian learning under incomplete information.

Terms: This course is not scheduled for the 2024-2025 academic year.

Instructors: There are no professors associated with this course for the 2024-2025 academic year.

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